Hongchao Zhang is an associate professor in the Department of Mathematics and Center for Computational & Technology (CCT) at Louisiana State University (LSU). In recent 5 years, many research papers have published at the top optimization journals, such as Math Programming, SIAM Journal on Optimization, SIAM Journal on Numerical Analysis, SIAM Journal on Imaging, Computational Optimization and Applications, etc. Most research results have been presented at major international optimization conferences and seminars at leading universities. Dr. Zhang has won Carruth McGehee Award for Excellent Research by a Junior Faculty Member in 2016, LSU Rainmakers Emerging Scholar Award in 2014, College of Science Faculty Research Award at LSU in 2014, and LSU Alumni Association Rising Faculty Research Award in 2014.

讲座内容

We will talk about an inexact proximal stochastic gradient(IPSG) method for convex composite optimization, whose objective function is a summation of an average of a large number of smooth convex functions and a convex, but possibly nonsmooth, function. Variance reduction techniques are incorporated in the method to reduce the stochastic gradient variance. The main feature of this IPSG algorithm is to allow solving the proximal subproblems inexactly while still keeping the global convergence with desirable complexity bounds. We will talk in more detail about the convergence properties of this IPSG. Some numerical results will be also discussed.